Optimal model selection in heteroscedastic regression using piecewise polynomial functions
نویسندگان
چکیده
منابع مشابه
Piecewise-Polynomial Regression Trees∗
A nonparametric function estimation method called SUPPORT (“Smoothed and Unsmoothed Piecewise-Polynomial Regression Trees”) is described. The estimate is typically made up of several pieces, each piece being obtained by fitting a polynomial regression to the observations in a subregion of the data space. Partitioning is carried out recursively as in a tree-structured method. If the estimate is ...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2013
ISSN: 1935-7524
DOI: 10.1214/13-ejs803